358 citations · 358 across the 3 of their papers we have counts for
3 papers
Scaleable Dynamic Forecast Reconciliation
Ross Hollyman, Fotios Petropoulos, Michael E. Tipping
We introduce a dynamic approach to probabilistic forecast reconciliation at scale. Our model differs from the existing literature in this area in several important ways. Firstly we…
Hierarchies Everywhere -- Managing & Measuring Uncertainty in Hierarchical Time Series
Ross Hollyman, Fotios Petropoulos, Michael E. Tipping
We examine the problem of making reconciled forecasts of large collections of related time series through a behavioural/Bayesian lens. Our approach explicitly acknowledges and expl…
Variational Relevance Vector Machines
Christopher M. Bishop, Michael Tipping
The Support Vector Machine (SVM) of Vapnik (1998) has become widely established as one of the leading approaches to pattern recognition and machine learning. It expresses predictio…